Sökning: "Alexander Stein"

Hittade 2 uppsatser innehållade orden Alexander Stein.

1. 1. Exploring the Diversification Benefits of NFT Sectors

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Alexander Ekberg; Albin Wägmark; [2023]
   Nyckelord :Non-Fungible Tokens; NFTs; Diversification; Bayes-Stein; Markowitz;

   Sammanfattning : This study investigates the evolving diversification benefits of adding Non-Fungible Token (NFT) sector indices to a portfolio consisting of traditional assets. Focusing on two investor types with contrasting risk appetites, this research examines the diversification potential before and after the 2020 Bullrun. LÄS MER

3. 2. Short Sale Constraints: Effects on Crashes, Price Discovery, and Market Volatility

   Kandidat-uppsats, Internationella Handelshögskolan

   Författare :Alexander Ivan Soffronow Pagonidis; [2009]
   Nyckelord :short-selling; market efficiency; regulation; valuation; crashes;

   Sammanfattning : The recent SEC ban on short selling has presented an unrivaled opportunity to explore the effects of short selling constraints on crashes, market efficiency, and volatility. In this paper I carry out two groups of empirical tests on the individual banned stocks and a series of portfolios created from them: the first tests the hypothesis that short sale constraints increase the frequency and magnitude of crashes, by testing Hong & Stein’s (2003) model of market crashes. LÄS MER